DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts

By Joel Ong, Dorien Herremans

Published 2024-06-13

Everscope rating

1575.8

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: DeepUnifiedMom. Problem types: Time Series Forecasting, Portfolio Optimization.

arXiv:2406.08742 · Code · Paper rankings

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